+285.7%
GDXJ vs VRSK
-26.5%
+312.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -2.8% | -5.2% | +2.4% | -3.5% |
| 30D | +5.0% | -2.3% | +7.3% | +4.7% |
| 3M | +24.1% | -2.9% | +27.0% | +23.6% |
| 6M | -7.4% | -12.8% | +5.4% | -7.1% |
| YTD | +10.2% | -20.8% | +31.0% | +10.8% |
| 1Y | +42.5% | -33.2% | +75.8% | +45.8% |
| 3Y | +285.7% | -26.6% | +312.3% | +299.6% |
| All | +285.7% | -26.5% | +312.2% | +299.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling